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3111统计中等derivationmedium

Does This GARCH Have a Finite Long-Run Variance?

题目

For a GARCH(1,1) model with ω=15\omega=\frac{1}{5}, α=14\alpha=\frac{1}{4}, and β=34\beta=\frac{3}{4}, decide whether the model has a finite unconditional variance. If it does, compute it.

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